+1,246.8%
RY vs AMP
+2,123.7%
-877.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.4% |
| 7D | +3.1% | +0.2% | +2.9% | +3.0% |
| 30D | -0.3% | -0.1% | -0.2% | -0.3% |
| 3M | +8.7% | +23.6% | -14.9% | 0.0% |
| 6M | +28.5% | +20.4% | +8.2% | +19.2% |
| YTD | +25.1% | +15.4% | +9.7% | +17.4% |
| 1Y | +46.3% | +11.0% | +35.3% | +39.0% |
| 3Y | +154.9% | +70.5% | +84.5% | +101.7% |
| 5Y | +140.3% | +121.4% | +18.9% | +68.5% |
| 10Y | +377.0% | +575.6% | -198.5% | +99.6% |
| All | +1,246.8% | +2,123.7% | -877.0% | +227.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AMP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling